+42.6%
FXI vs ARWR
+105.6%
-62.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | +5.7% | -2.9% | +8.6% | +5.9% |
| 30D | +4.6% | -5.4% | +10.0% | +5.0% |
| 3M | -2.8% | -32.2% | +29.5% | -0.1% |
| 6M | -6.1% | -26.5% | +20.4% | -4.4% |
| YTD | -8.0% | -12.4% | +4.4% | -8.1% |
| 1Y | -11.3% | +46.9% | -58.2% | -15.7% |
| 3Y | +42.6% | +116.0% | -73.3% | +23.7% |
| All | +42.6% | +105.6% | -62.9% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling